Interest Rates Products

 
 
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Access Roll Period Tool
New Report on Curve Trades
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7675 99.7600 74639
Eurodollar GEZ4 Dec 2014 99.740 0 99.745 99.745 99.735 92163
Eurodollar GEH5 Mar 2015 99.645 -0.01 99.655 99.660 99.640 168666
Eurodollar GEM5 Jun 2015 99.455 -0.02 99.475 99.480 99.445 177873
Eurodollar GEU5 Sep 2015 99.230 -0.025 99.255 99.260 99.215 227825
Eurodollar GEZ5 Dec 2015 98.995 -0.025 99.015 99.030 98.975 243825
Eurodollar GEH6 Mar 2016 98.745 -0.03 98.770 98.790 98.725 179087
Eurodollar GEM6 Jun 2016 98.485 -0.03 98.515 98.535 98.460 208237
10-Year U.S. Treasury Note ZNU4 Sep 2014 125'290 -0'035 126'000 126'075 125'195 1280905
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'315 a -0'040 102'050 102'065 101'280 3077
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'055 b +0'025 106'080 106'110 105'270 436
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 104.660 b +0.020 - 104.700 - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 110.170 b +0.080 - 110.350 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEU4 Sep 2014 99.7650 0 99.7650 99.7675 99.7600 74639
Eurodollar GEZ4 Dec 2014 99.740 0 99.745 99.745 99.735 92163
Eurodollar GEH5 Mar 2015 99.645 -0.01 99.655 99.660 99.640 168666
Eurodollar GEM5 Jun 2015 99.455 -0.02 99.475 99.480 99.445 177873
Eurodollar GEU5 Sep 2015 99.230 -0.025 99.255 99.260 99.215 227825
Eurodollar GEZ5 Dec 2015 98.995 -0.025 99.015 99.030 98.975 243825
Eurodollar GEH6 Mar 2016 98.745 -0.03 98.770 98.790 98.725 179087
Eurodollar GEM6 Jun 2016 98.485 -0.03 98.515 98.535 98.460 208237
30-Day Federal Funds ZQX4 Nov 2014 99.900 0 99.900 99.900 99.895 353
Euribor EBU4 Sep 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBU4 Sep 2014 155'01 +0'28 154'09 155'07 153'22 92383
U.S. Treasury Bond ZBU4 Sep 2014 140'14 +0'12 140'03 140'18 139'21 358233
10-Year U.S. Treasury Note ZNU4 Sep 2014 125'290 -0'035 126'000 126'075 125'195 1280905
5-Year U.S. Treasury Note ZFU4 Sep 2014 119'135 -0'052 119'185 119'225 119'097 817529
3-Year U.S. Treasury Note Z3NU4 Sep 2014 - - - - -
2-Year U.S. Treasury Note ZTU4 Sep 2014 109'255 -0'010 109'262 109'272 109'247 229485
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UU4 Sep 2014 100'162 a -0'012 100'175 100'175 100'155 200
5-Year Deliverable Interest Rate Swap F1UU4 Sep 2014 101'315 a -0'040 102'050 102'065 101'280 3077
10-Year Deliverable Interest Rate Swap N1UU4 Sep 2014 106'055 b +0'025 106'080 106'110 105'270 436
30-Year Deliverable Interest Rate Swap B1UU4 Sep 2014 117'11 b +0'22 116'08 117'16 116'08 24
2-Year Euro Deliverable Interest Rate Swap T1EU4 Sep 2014 100.895 a +0.010 - 100.900 - -
5-Year Euro Deliverable Interest Rate Swap F1EU4 Sep 2014 104.660 b +0.020 - 104.700 - -
10-Year Euro Deliverable Interest Rate Swap N1EU4 Sep 2014 110.170 b +0.080 - 110.350 - -
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